Capital and lower case letters in Spanish

There are parallels and important differences in the conventions regarding capitalization in Spanish and English.

Proper names in both languages take a capital, for example geographical names:

Barcelona, Madrid, Londres, París, Italia, Andalucía, Canarias
el Nilo – the Nile, el Ebro – the Ebro, el Támesis – the Thames, la Sena – the Seine

But whereas the names of countries in both languages take a capital letter, the names of their inhabitants, their language and adjectives derived from them all take lower case initial letters in Spanish:

Francia France
un francés a Frenchman
una francesa a Frenchwoman
los franceses the French
el francés French (the language)
francés, francesa French (the adjective: un futbolista francés, a French fooball-player; a French word, una palabra francesa)
franceses, francesas French (plural adjective futbolistas franceses, palabras francesas)

Other nouns and adjectives, which in English would be spelt with a capital, take a small letter in Spanish:

adjectives and nouns derived from place names:
madrileño – ña derived from Madrid
barcelonés – lonesa derived from Barcelona
limeño – ña derived from Lima
neoyorquino – na derived from Nueva York
londinense derived from Londres (London)
adjectives and nouns derived from names of founders of movements, schools of thought, etc.
estalinista Stalinist
maoismo Maoism
peronismo Peronism
cristiano –na Christian
cristiandad Christianity
Names of days of the week and months take a small letter in Spanish.
lunes, martes Monday, Tuesday
marzo, abril March, April
Personal names, including nicknames, take a capital letter:
Pedro – Peter,
Juan – John,
Juana – Joan,
Cristina – Christine,
Pepe – Joe (roughly)
Note that titles of political post-holders are spelled with small letters:
el canciller alemán, Gerhard Schröder the German Chancellor
el primer ministro chino the Chinese Prime Minister

It is by no means unusual to see these conventions broken, especially in advertising, but it is not safe to use such texts as models for your writing. Frequently advertising copy-writers are aiming to produce subtle effects, which will just appear to be a mistake in a different context.